An object is to provide a method for manufacturing a structure that can be formed to decrease the width of a junction portion in friction stir welding, a structure and an heat exchanger. There is provided a method for manufacturing a structure (1) in which an edge portion (5) of the structure (1) formed by stacking a plurality of members (2, 3) is friction stir welded. The manufacturing method includes: a welding step of forming a friction stir welded portion (6) substantially equal to a shoulder diameter by bringing a friction stir welding tool (7) from a side of a surface of a member (3) on one side into contact with a superposition portion of works (W) in which the members (2, 3) are stacked while rotating the friction stir welding tool (7); and a cutting step of cutting the friction stir welded portion (6), and in each of two or more works (W) produced by the cutting, a welded portion (61) of the edge portion (5) of the structure is formed with the cut friction stir welded portion (6).